#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Math;
using Cephei.QL.Models;
namespace Cephei.QL.Legacy.Libormarketmodels
{
    /// <summary> 
	/// ! This class describes a linear-exponential volatility model  \f[ \sigma_i(t)=(a*(T_{i}-t)+d)*e^{-b(T_{i}-t)}+c \f]  References:  Damiano Brigo, Fabio Mercurio, Massimo Morini, 2003, Different Covariance Parameterizations of Libor Market Model and Joint Caps/Swaptions Calibration, (<http://www.business.uts.edu.au/qfrc/conferences/qmf2001/Brigo_D.pdf>)
	/// </summary>
    [Guid ("5C340ACE-FDC9-4a8a-9C36-4D20C0A4FE1F"),ComVisible(true)]
	public interface ILmLinearExponentialVolatilityModel : Cephei.QL.Legacy.Libormarketmodels.ILmVolatilityModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double IntegratedVariance(UInt64 i, UInt64 j, Double u, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Math.IArray> x);
        /// <summary> 
		/// 
		/// </summary>
		 Double Volatility(UInt64 i, Double t, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Math.IArray> x);
    }   

    /// <summary> 
	/// ! This class describes a linear-exponential volatility model  \f[ \sigma_i(t)=(a*(T_{i}-t)+d)*e^{-b(T_{i}-t)}+c \f]  References:  Damiano Brigo, Fabio Mercurio, Massimo Morini, 2003, Different Covariance Parameterizations of Libor Market Model and Joint Caps/Swaptions Calibration, (<http://www.business.uts.edu.au/qfrc/conferences/qmf2001/Brigo_D.pdf>) Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ILmLinearExponentialVolatilityModel_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ILmLinearExponentialVolatilityModel Create (Cephei.Core.IVector<Double> fixingTimes, Double a, Double b, Double c, Double d);
    }
}

